+517.6%
SPMO vs VIG
+250.0%
+267.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.2% |
| 7D | -0.9% | -1.1% | +0.1% | +0.2% |
| 30D | -1.9% | -2.7% | +0.8% | +1.0% |
| 3M | -1.4% | +2.5% | -3.9% | -4.0% |
| 6M | +25.5% | +9.2% | +16.3% | +14.5% |
| YTD | +24.8% | +9.8% | +15.0% | +13.2% |
| 1Y | +24.5% | +12.4% | +12.1% | +10.3% |
| 3Y | +157.1% | +55.9% | +101.2% | +63.4% |
| 5Y | +149.5% | +63.9% | +85.5% | +50.4% |
| All | +517.6% | +250.0% | +267.6% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling